+521.8%
GLW vs ROST
+317.2%
+204.6%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.8% | -4.1% | -3.6% |
| 7D | -11.1% | +3.2% | -14.3% | -12.2% |
| 30D | -28.4% | +7.4% | -35.9% | -30.5% |
| 3M | -28.8% | -6.1% | -22.7% | -27.5% |
| 6M | -39.8% | +6.2% | -46.0% | -42.5% |
| YTD | +28.7% | +33.4% | -4.7% | +12.0% |
| 1Y | +27.7% | +48.8% | -21.1% | +6.1% |
| 3Y | +331.3% | +99.5% | +231.8% | +211.0% |
| 5Y | +233.4% | +112.7% | +120.8% | +125.8% |
| 10Y | +521.8% | +316.4% | +205.3% | +239.0% |
| All | +521.8% | +317.2% | +204.6% | +239.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ROST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling